If you are exercising more and eating the same but you're not losing weight you may be losing fat but gaining muscle mass. "Weight" and especially "BMI" are really useless because they don't factor in muscle vs fat. When Arnold Schwarzenegger was at the prime of his bodybuilding career, he weighed 235 pounds and had a BMI of 31, which is considered obese!
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Minutus cantorum, minutus balorum,
Minutus carborata descendum pantorum.